+5.2%
VUG vs VFC
+52.5%
-47.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | +1.0% |
| 7D | -3.0% | +21.5% | -24.5% | -5.4% |
| 30D | -6.4% | +46.7% | -53.1% | -11.1% |
| 3M | -3.2% | +38.4% | -41.6% | -7.4% |
| 6M | +3.1% | +15.2% | -12.1% | +0.7% |
| YTD | +6.3% | +17.8% | -11.5% | +2.9% |
| 1Y | +5.2% | +55.6% | -50.4% | -0.9% |
| All | +5.2% | +52.5% | -47.3% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling